#pragma warning disable 108
using System;
using System.Runtime.InteropServices;
using System.Collections.Generic;
using Cephei;
using Cephei.Generic;
using Cephei.QL.Processes;
namespace Cephei.QL.Pricingengines.Asian
{
     // <summary> 
	// ! This class implements a continuous geometric average price Asian option with European exercise.  The formula is from "Option Pricing Formulas", E. G. Haug (1997) pag 96-97.  \ingroup asianengines  \test - the correctness of the returned value is tested by reproducing results available in literature, and results obtained using a discrete average approximation. - the correctness of the returned greeks is tested by reproducing numerical derivatives.  \todo handle seasoned options
	// </summary>
    [Guid ("3BD272D8-FC25-4b95-8B71-C1E474EB0259"),ComVisible(true)]
	public interface IAnalyticContinuousGeometricAveragePriceAsianEngine 
	{
		///////////////////////////////////////////////////////////////
        // Methods
        //
        
		 IAnalyticContinuousGeometricAveragePriceAsianEngine Calculate {get;}
    }

    // <summary> 
	// ! This class implements a continuous geometric average price Asian option with European exercise.  The formula is from "Option Pricing Formulas", E. G. Haug (1997) pag 96-97.  \ingroup asianengines  \test - the correctness of the returned value is tested by reproducing results available in literature, and results obtained using a discrete average approximation. - the correctness of the returned greeks is tested by reproducing numerical derivatives.  \todo handle seasoned options Factory
	// </summary>
   	[ComVisible(true)]
    public interface IAnalyticContinuousGeometricAveragePriceAsianEngine_Factory // : Collection_Factory<IAnalyticContinuousGeometricAveragePriceAsianEngine, ICell<IAnalyticContinuousGeometricAveragePriceAsianEngine>>
    {
        ///////////////////////////////////////////////////////////////
        // Factory methods
        //
        
	    IAnalyticContinuousGeometricAveragePriceAsianEngine Create (Cephei.QL.Processes.IGeneralizedBlackScholesProcess process);
    }
}

